US GAAP LDTI
The introduction of US GAAP LDTI poses new challenges for life insurers and their actuarial staffs. At Stoch Analytics, we can help you meet the new analytical and computational demands.
WHAT WE DO BEST
Target: Improvements
Fast stochastic projections
Purpose-built for stochastic valuation, Atlas is dramatically faster than legacy models. This not only means you get your valuations for host contract, embedded derivatives, and market risk benefits without fuss. It means you get more running room to perform sensitivity analysis, stochastic-on-stochastic forecasts, and the other analytics you need to run your business — without making compromises.
And in a cloud computing environment, faster runtimes translate directly to cost savings.
Rapid implementation
Atlas’s unique inheritance structure allows you to configure your models once, modifying only those few assumptions that change for your particular purpose. So additional demands created by GAAP LDTI — disclosure sensitivities, attribution of period-to-period changes — are straightforward to set up and maintain.
Policyholder Compression for immediate results
Clients who want to keep their legacy valuation systems in place can benefit from policyholder compression. We can reduce your input policyholder record counts between 100:1 and 500:1, making your actuarial models run commensurately faster, with high fidelity across the projection period. Our clients often experience annual operating cost savings measured in millions of dollars.
Stoch Analytics’s policyholder Compression toolkit and service can be employed with your existing valuation architecture. It can be implemented on-premises in your environment, or run as a service on our web-based platform, to meet your organization’s unique requirements.
OUR PRODUCTS
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